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Analyzing a strategy

We apply similar strategies that quantitative hedge funds use.



Implementing a strategy

The way we implement and mix strategies is closer to the way a trading desk of an investment bank does it.
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Increasing the Sharpe ratio

We try to look for market inefficiencies in order to implement relevant trading strategies. We then combine different uncorrelated trading strategies in order to maximize our Sharpe ratio.

In-depth quantitative analysis

Through some heavy data-mining endorsed by an analysis of the market microstructure, we try and uncover sources of inefficiencies on which algorithmic trading may make money.

We trade and take positions on all four moments of the distribution curve. We are constantly challenging pricing models and the risk neutral hypothesis, we try and establish an optimal allocation of capital across strategies.

The aim is to establish a list of uncorrelated strategies in order to stabilize our P&L and  optimize our Capital At Risk.


 

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